iSTOXX^® L&G UK Momentum

The EURO STOXX ESG-X Select Dividend 30 index is derived from the EURO STOXX ESG-X index and selects 30 stocks which represent the highest-yielding stocks relative to their home markets in the respective benchmark index. The EURO STOXX ESG-X Index applies standardized ESG exclusion screens for Norms-based screening, Controversial Weapons, Thermal Coal and Tobacco Producers, with the aim of taking responsible investment criteria into account.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The ECPI Global Developed Corporate Ex Financials Bond Index selects non-financials bonds which are members of the ECPI Global Developed ESG Corporate Bond Index.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX APG Developed Real Estate -X and Responsible Indices start from a broad free float market cap weighted index (iSTOXX APG Developed Real Estate Index) and exclude companies based on various criteria such as APG Product Exclusion Flag, APG Real Estate ESG-Leader Flag, APG Real Estate Sound Governance Flag etc. Those indices incorporate these exclusions while seeking to maintain a similar profile to its parent index. The weighting of each constituent security is determined through an optimization process that is designed to minimize predicted tracking error to the parent index while controlling for subsector / country/ style factor active ex-posures, turnover, liquidity, absolute and relative issuer weights.

Index Guides, Benchmark statement, and other reports are available under the Data tab.